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Biases in technical efficiency scores caused by intra-input aggregation : mathematical analysis and a DEA application using simulated data
Barnum, Darold T.; Gleason, John M. - In: Applied economics 38 (2006) 14, pp. 1593-1603
Persistent link: https://www.econbiz.de/10003359747
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More on stochastic index numbers
Clements, Kenneth W.; Selvanathan, Eliyathamby Antony - In: Applied economics 39 (2007) 4/6, pp. 605-611
Persistent link: https://www.econbiz.de/10003461966
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Using panel data analysis to estimate confidence intervals for the DEA efficiency of individual decision making units
Barnum, Darold T.; Gleason, John M.; Hemily, Brendon - In: Applied economics 41 (2009) 25/27, pp. 3319-3326
Persistent link: https://www.econbiz.de/10003921400
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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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Seasonal unit root tests and the role of initial conditions
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: The econometrics journal 11 (2008) 3, pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
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Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 9, pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 3 (2000) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001532194